+23.9%
ISRG vs ASTS
+163.9%
-140.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.4% | -3.7% |
| 7D | +4.8% | -21.1% | +25.9% | +6.0% |
| 30D | +9.2% | -46.7% | +55.9% | +12.6% |
| 3M | +21.2% | -52.0% | +73.2% | +25.3% |
| 6M | +0.2% | -54.3% | +54.5% | +2.4% |
| YTD | -20.1% | -55.5% | +35.4% | -19.3% |
| 1Y | -17.3% | -50.5% | +33.1% | -17.6% |
| 3Y | +63.3% | +706.2% | -642.9% | +22.7% |
| All | +23.9% | +163.9% | -140.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ASTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling